
********************************************************************************
**#	TABLE 9: Engagement Over Time
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*Set file path
capture cd "C:\Users\austin.starkweather\Dropbox\Research\CD&A Disclosure\Analysis"
capture cd "C:\Users\joshw\Dropbox\CD&A Disclosure\Analysis"
use "Data\Temp\iss_panel_temp_final.dta", clear

*Regressions
local controls size_w mtb_w roa_w lev_w abn_ret_1yr issrec IO_TOT ln_analysts td_cboard dualclass
est clear
eststo: xi: reghdfe engage_ind_new iss_treat_post if size_w!=., absorb(id fyr) cluster(id)
eststo: xi: reghdfe engage_ind_new iss_m1 iss_m0 iss_p1 iss_p2 iss_p3 iss_p4  if size_w!=., absorb(id fyr)  cluster(id fyr)
eststo: xi: reghdfe engage_ind_new iss_m1 iss_m0 iss_p1 iss_p2 iss_p3 iss_p4 `controls', absorb(id fyr)  cluster(id fyr)
eststo: xi: ppmlhdfe eng_num_new iss_treat_post  if size_w!=., absorb(id fyr)  cluster(id)
eststo: xi: ppmlhdfe eng_num_new iss_m1 iss_m0 iss_p1 iss_p2 iss_p3 iss_p4  if size_w!=., absorb(id fyr)  cluster(id fyr) 
eststo: xi: ppmlhdfe eng_num_new iss_m1 iss_m0 iss_p1 iss_p2 iss_p3 iss_p4 `controls', absorb(id fyr)  cluster(id fyr)
esttab using "Output\Final\T9_engage_panel.csv", b(3) ar2 pr2 title("Panel Regressions of shareholder engagement") varwidth(25) order(iss_treat_post iss_m1 iss_m0 iss_p1 iss_p2 iss_p3 iss_p4 size_w mtb_w roa_w lev_w abn_ret_1yr issrec ln_analysts IO_TOT) star(* 0.10 ** 0.05  *** 0.01 ) replace
